Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
26/02/2020 | - | 1.31 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 83.47% |
25/02/2020 | - | 1.16 | - | 50,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 91.06% |
24/02/2020 | 0.86% | 1.25 | 1.17 | 50,000 | 25,000 | 50,000 | 25,000 | 57,673 | 29,087 | 13.38% | 14.11% |
21/02/2020 | 0.72% | 1.38 | 1.39 | 50,000 | 50,000 | 42,467 | 31,167 | 58,969 | 43,532 | 82.31% | 82.31% |
20/02/2020 | 0.70% | 1.40 | 1.41 | 50,000 | 50,000 | 42,236 | 30,589 | 59,906 | 43,737 | 94.48% | 94.48% |
19/02/2020 | 0.69% | 1.45 | 1.46 | 50,000 | 50,000 | 42,189 | 30,471 | 60,871 | 44,330 | 93.78% | 93.78% |
18/02/2020 | 0.74% | 1.43 | 1.44 | 50,000 | 50,000 | 42,349 | 30,873 | 57,333 | 42,399 | 88.22% | 88.22% |
17/02/2020 | 0.72% | 1.38 | 1.39 | 40,000 | 25,000 | 40,000 | 25,000 | 54,992 | 34,620 | 98.66% | 98.66% |
14/02/2020 | 0.72% | 1.40 | 1.41 | 50,000 | 50,000 | 42,202 | 30,505 | 58,301 | 42,460 | 96.60% | 96.60% |